+124.3%
SLV vs LTH
+184.4%
-60.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | 0.0% |
| 7D | +5.1% | +4.5% | +0.6% | +4.8% |
| 30D | -12.9% | +16.3% | -29.3% | -13.8% |
| 3M | -16.1% | +8.4% | -24.5% | -16.6% |
| 6M | -33.2% | +40.3% | -73.4% | -34.9% |
| YTD | -27.2% | +77.3% | -104.5% | -30.4% |
| 1Y | +7.6% | +88.0% | -80.3% | +2.6% |
| 3Y | +122.3% | +274.3% | -151.9% | +102.8% |
| 5Y | +109.7% | +142.9% | -33.2% | +88.1% |
| All | +124.3% | +184.4% | -60.1% | +99.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded LTH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling